Random blob methods for diffusion (Q7284912)

We present two new random methods for numerically solving linear and nonlinear diffusion equations with $O(N^2)$ computational complexity: the random batch method and the random multirate method. We show that the random multirate method converges at a rate of O(k Δt) to the underlying ODE system, matching forward Euler, and achieves even better rates when applied to ODEs arising from blob methods for diffusive PDEs.